Martial Laguerre

EMLYON Business School

23 Avenue Guy de Collongue

Ecully, 69132

France

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Scholarly Papers (1)

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Interactions in Asset Pricing

Number of pages: 35 Posted: 17 Jul 2023 Last Revised: 06 Nov 2023
AXA Investment Managers, EMLYON Business School, EMLYON Business School and AXA-IM
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Abstract:

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asset pricing, firm characteristics, marcoeconomic variables, machine learning, rulefit, interpretability